Mittnik, Stefan; Paolella, Marc S (2000). Conditional density and value-at-risk prediciton of Asian currency exchange rates. Journal of Forecasting, 19(4):313-333.
Statistics
Citations
Dimensions.ai Metrics
Altmetrics
Additional indexing
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Banking and Finance |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Physical Sciences > Modeling and Simulation
Physical Sciences > Computer Science Applications Social Sciences & Humanities > Strategy and Management Social Sciences & Humanities > Statistics, Probability and Uncertainty Social Sciences & Humanities > Management Science and Operations Research |
| Language: | English |
| Date: | 2000 |
| Deposited On: | 30 Jul 2014 13:12 |
| Last Modified: | 24 Jan 2022 04:31 |
| Publisher: | Wiley-Blackwell |
| ISSN: | 0277-6693 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1002/1099-131X(200007)19:4<313::AID-FOR776>3.0.CO;2-E |
| Official URL: | http://onlinelibrary.wiley.com/doi/10.1002/1099-131X%28200007%2919:4%3C313::AID-FOR776%3E3.0.CO;2-E/full |
| Other Identification Number: | merlin-id:4490 |
Mittnik, Stefan